Our way in which we are foreseeing volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for 1810596 which you can use to evaluate future volatility of the entity. Please confirm 1810596 Market Risk Adjusted Performance of 0.1411, Standard Deviation of 6.49 and Coefficient Of Variation of
(2,700) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
1810596 Market Sensitivity
|As returns on market increase, returns on owning 1810596 are expected to decrease by larger amounts. On the other hand, during market turmoil, 1810596 is expected to significantly outperform it. 2 Months Beta |Analyze 1810596 Demand TrendCheck current 30 days 1810596 correlation with market (DOW)|
β = -1.9104
1810596 Central Daily Price Deviation
1810596 Technical Analysis
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.
1810596 Projected Return Density Against MarketAssuming 30 trading days horizon, 1810596 has beta of -1.9104 . This suggests as returns on its benchmark rise, returns on holding 1810596 are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, 1810596 is expected to outperform its benchmark. Moreover, The company has an alpha of 0.0518 implying that it can potentially generate 0.0518% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.05|
|Beta against DOW||=||1.91|
1810596 Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6355% risk (volatility on return distribution) over the 30 days horizon.
Check portfolio volatility and analyze historical return density to properly model market risk
|All Next||Launch Portfolio Volatility|
DOW has a standard deviation of returns of 0.64 and is 9.223372036854776E16 times more volatile than 1810596. 0% of all equities and portfolios are less risky than 1810596. Compared to the overall equity markets, volatility of historical daily returns of 1810596 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 1810596 to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of 1810596 to be traded at $63.71 in 30 days. . As returns on market increase, returns on owning 1810596 are expected to decrease by larger amounts. On the other hand, during market turmoil, 1810596 is expected to significantly outperform it.
1810596 correlation with market
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